论文标题
集合随机森林过滤器:用于反向建模的集合卡尔曼滤波器的替代方案
Ensemble random forest filter: An alternative to the ensemble Kalman filter for inverse modeling
论文作者
论文摘要
出现集合随机滤清器(ERFF)作为逆建模的替代品的替代卡尔曼滤波器(ENKF)。 ENKF是一种数据同化方法,随着观察结果的收集,随时间依次预测和更新参数估计。更新步骤是基于从实现集合中计算出的实验协方差,并且更新作为线性组合的观测和预测系统状态值之间的差异。 ERFF用随机森林表示的非线性函数代替了更新步骤中的线性组合。这样,可以捕获要更新的参数与观察值之间的非线性关系,并产生更好的更新。在许多场景中,在许多场景中,在对数识别的目的中证明了ERFF,具有不同程度的异质性(对数降差从1到6.25(LN m/d)2),在1.25(ln m/d)2),实现的数量,结论的数量,结束(50或100或100),和36或36或36或36或36或36(18)。在所有情况下,ERFF效果很好,能够重建对数传导性空间异质性,同时匹配所选控制点处观察到的压电头。为了进行基准测试,将ERFF与重新启动ENKF进行了比较,以发现ERFF在使用的集合实现的数量(在典型的ENKF应用中很小)中优于ENKF。只有当实现数量增加到500时,重新启动ENKF才能匹配ERFF的性能,尽管计算成本三倍。
The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates sequentially in time as observations are being collected. The updating step is based on the experimental covariances computed from an ensemble of realizations and the updates are given as linear combinations of the differences between observations and forecasted system state values. The ERFF replaces the linear combination in the update step with a non-linear function represented by a random forest. In this way, the non-linear relationships between the parameters to be updated and the observations can be captured and a better update produced. The ERFF is demonstrated for the purpose of log-conductivity identification from piezometric head observations in a number of scenarios with varying degrees of heterogeneity (log-conductivity variances going from 1 up to 6.25 (ln m/d)2), number of realizations in the ensemble (50 or 100), and number of piezometric head observations (18 or 36). In all scenarios, the ERFF works well, being able to reconstruct the log-conductivity spatial heterogeneity while matching the observed piezometric heads at selected control points. For benchmarking purposes the ERFF is compared to the restart EnKF to find that the ERFF is superior to the EnKF for the number of ensemble realizations used (small in typical EnKF applications). Only when the number of realizations grows to 500, the restart EnKF is able to match the performance of the ERFF, albeit at triple the computational cost.